+165.0%
AMAT vs TEL
+81.9%
+83.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.7% | +5.7% | +6.3% |
| 7D | -1.1% | +0.6% | -1.6% | -0.8% |
| 30D | -26.9% | +0.2% | -27.1% | -26.5% |
| 3M | -31.2% | +1.5% | -32.7% | -32.0% |
| 6M | -14.7% | +6.9% | -21.6% | -19.9% |
| YTD | +44.7% | -2.8% | +47.5% | +45.0% |
| 1Y | +62.0% | -8.8% | +70.7% | +72.5% |
| 3Y | +165.0% | +84.3% | +80.7% | +38.3% |
| All | +165.0% | +81.9% | +83.1% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling